NYMEX Natural Gas Future October 2011
Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.643 |
4.583 |
-0.060 |
-1.3% |
4.449 |
High |
4.667 |
4.653 |
-0.014 |
-0.3% |
4.638 |
Low |
4.579 |
4.571 |
-0.008 |
-0.2% |
4.337 |
Close |
4.620 |
4.616 |
-0.004 |
-0.1% |
4.630 |
Range |
0.088 |
0.082 |
-0.006 |
-6.8% |
0.301 |
ATR |
0.117 |
0.114 |
-0.002 |
-2.1% |
0.000 |
Volume |
24,247 |
15,254 |
-8,993 |
-37.1% |
68,446 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.859 |
4.820 |
4.661 |
|
R3 |
4.777 |
4.738 |
4.639 |
|
R2 |
4.695 |
4.695 |
4.631 |
|
R1 |
4.656 |
4.656 |
4.624 |
4.676 |
PP |
4.613 |
4.613 |
4.613 |
4.623 |
S1 |
4.574 |
4.574 |
4.608 |
4.594 |
S2 |
4.531 |
4.531 |
4.601 |
|
S3 |
4.449 |
4.492 |
4.593 |
|
S4 |
4.367 |
4.410 |
4.571 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.438 |
5.335 |
4.796 |
|
R3 |
5.137 |
5.034 |
4.713 |
|
R2 |
4.836 |
4.836 |
4.685 |
|
R1 |
4.733 |
4.733 |
4.658 |
4.785 |
PP |
4.535 |
4.535 |
4.535 |
4.561 |
S1 |
4.432 |
4.432 |
4.602 |
4.484 |
S2 |
4.234 |
4.234 |
4.575 |
|
S3 |
3.933 |
4.131 |
4.547 |
|
S4 |
3.632 |
3.830 |
4.464 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.667 |
4.363 |
0.304 |
6.6% |
0.098 |
2.1% |
83% |
False |
False |
18,685 |
10 |
4.667 |
4.320 |
0.347 |
7.5% |
0.108 |
2.3% |
85% |
False |
False |
19,714 |
20 |
4.689 |
4.256 |
0.433 |
9.4% |
0.116 |
2.5% |
83% |
False |
False |
20,774 |
40 |
4.770 |
4.051 |
0.719 |
15.6% |
0.120 |
2.6% |
79% |
False |
False |
19,246 |
60 |
4.770 |
4.051 |
0.719 |
15.6% |
0.114 |
2.5% |
79% |
False |
False |
17,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.002 |
2.618 |
4.868 |
1.618 |
4.786 |
1.000 |
4.735 |
0.618 |
4.704 |
HIGH |
4.653 |
0.618 |
4.622 |
0.500 |
4.612 |
0.382 |
4.602 |
LOW |
4.571 |
0.618 |
4.520 |
1.000 |
4.489 |
1.618 |
4.438 |
2.618 |
4.356 |
4.250 |
4.223 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.615 |
4.608 |
PP |
4.613 |
4.600 |
S1 |
4.612 |
4.592 |
|